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HELP with a math problem
Dear Mathematicians, I am currently struggling with a math problem. It involves showing the existence of a scalar sequence t(k) that satisfies a system of affine matrix equations of the form
x(k+1) = A(t(k),t(k-1))x(k) + b(t(k),t(k-1)),
for integers k = 1,...,p; x belongs to real N-dimensional space; A is square and both A and b are piecewise differentiable in t(k) and t(k-1) for each k.
I'm looking for a starting point good in some of your favorite reference books (or journal papers) in optimization or nonlinear programming that are fairly self-contained if you have any in mind. Thanks!
~Joe
x(k+1) = A(t(k),t(k-1))x(k) + b(t(k),t(k-1)),
for integers k = 1,...,p; x belongs to real N-dimensional space; A is square and both A and b are piecewise differentiable in t(k) and t(k-1) for each k.
I'm looking for a starting point good in some of your favorite reference books (or journal papers) in optimization or nonlinear programming that are fairly self-contained if you have any in mind. Thanks!
~Joe